If you recieve a message saying that you do not have the permissions to create a database, you'll need to change the permission settings of the 'Databases.obstorage' folder.
The location of the Database.obstorage folder can be found using the following path:

Hardrive -> Users -> Shared -> Databases.obstorage

• Highlight the 'Databases.obstorage' icon in the Finder window
• From the Finder menu bar, select File -> Get Info
• In the Information window, expand the Ownership and Permissions area
• Make sure that the current user has 'Read & Write' permissions
• Within that area, expand the 'Details' area.
• Click on the Lock icon (Authenticate yourself if required)
• Change the Access levels so that you can 'Read & Write'
• Close the info window when you have made the changes
• Run the same checks above, this time on the 'Shared' folder
  
• Restart Daylite and attempt to create a database
  

Please note the following:

Daylite by default creates the Databases.obstorage package during the install.
However, if another application that uses OpenBase Manager has already been installed, Daylite may respect it's database location.
Either way, to verify the actual database directory (where Daylite is trying to read/write to the database file), open the Daylite 'Administration' preference window, click on the 'Status' tab, and read the text under the "Databases Location" heading.